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Operations Research and Financial Engineering

Items (Sorted by Submit Date in Descending order): 21 to 40 of 79
Issue DateTitleAuthor(s)
2020Latent Variable Models: Spectral Methods and Non-convex OptimizationWang, Kaizheng
2019A Regime-Aware Agent-Based Framework for Financial PlanningHao, Han
2019Integrable models, Coulomb interactions, and mean field game theoryCerenzia, Mark Joseph
2019Spectral methods and MLE: a modern statistical perspectiveZhong, Yiqiao
2019Lookahead Approximations for Online Learning with Nonlinear Parametric Belief ModelsHan, Weidong
2019High-Dimensional Optimization Problems in Decision-Making and Discrete GeometryNaghib, Elahesadat
2019Modern Optimization for Statistics and LearningEisenach, Carson
2019Finite State Mean Field GamesWang, Peiqi
2019Statistical Optimization for High Dimensional Machine Learning with Privacy and Sparsity ConstraintsGe, Jason
2018Portfolio Optimization with Mean-reverting Assets: Combining Theory with Deep Learning.Ye, Jing
2018Nonconvex Statistical OptimizationWang, Zhaoran
2018Knowledge gradient for expensive locally quadratic functions and stochastic optimization of aid allocationAboagye, Nana
2018Mean Field Games with Major and Minor PlayersZhu, Xiuneng
2018Optimization over Nonnegative and Convex Polynomials with and without Semidefinite ProgrammingHall, Georgina
2018Multistage Stochastic Programming with Parametric Cost Function ApproximationsPerkins, Raymond Theodore
2018Robust Dependence-Adjusted Methods for High Dimensional DataBose, Koushiki
2018Distributed and Robust Statistical LearningZhu, Ziwei
2018Combinatorial Inference for Large-Scale Data AnalysisLu, Junwei
2018Thompson Sampling for Bandit ProblemsLIU, CHE-YU
2017Game Theoretic and Financial Models for Energy Commodities and Futures PricesFunk, Jacob James
Items (Sorted by Submit Date in Descending order): 21 to 40 of 79